BNP Paribas Call 480 Orsted A/S 2.../  DE000PC9RY19  /

EUWAX
11/8/2024  10:18:18 AM Chg.+0.020 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.150EUR +15.38% -
Bid Size: -
-
Ask Size: -
- 480.00 DKK 3/21/2025 Call
 

Master data

WKN: PC9RY1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 480.00 DKK
Maturity: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.20
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.38
Parity: -1.46
Time value: 0.15
Break-even: 65.86
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.22
Theta: -0.02
Omega: 7.31
Rho: 0.03
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.31%
1 Month
  -73.68%
3 Months
  -60.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.130
1M High / 1M Low: 0.580 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -